Anic Equity¶

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Total return since start: 0.71 %¶

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Equity now: -----------------------------> 52246.83 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 48115.76 Kr¶

PnL: ---------------------------------------> -816.24 Kr¶

DD now: ---------------------------------> -1.644 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 16:38:40.634115'

Anic Portfolio¶

Today¶

Return: 0.33 %¶

This Week¶

Return: -0.132 %¶

Total portfolio value¶

Return including deposits: 71.043 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
BHG Group 49 7.010000 703.150000 64.150000 10.040000 638.999984
Xvivo Perfusion 3 -0.510000 877.500000 32.500000 3.850000 845.000001
Biotage 4 1.280000 632.000000 29.000000 4.810000 603.000000
Vitrolife 3 1.650000 703.800000 26.800000 3.960000 677.000001
Embracer Group B 26 1.850000 687.050000 25.050000 3.780000 661.999988
Eastnine 6 0.350000 680.400000 23.400000 3.560000 657.000000
Fortnox 10 1.600000 687.200000 19.200000 2.870000 668.000000
Addtech B 3 0.250000 717.000000 17.000000 2.430000 699.999999
Sedana Medical 135 5.160000 4347.000000 16.000000 0.370000 4330.999935
Humana 40 3.620000 686.400000 12.400000 1.840000 674.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
Addnode Group B 6 -0.320000 757.800000 5.800000 0.770000 751.999998
SynAct Pharma 9 -1.090000 650.700000 5.700000 0.880000 645.000003
NCC B 7 0.110000 657.300000 3.300000 0.500000 653.999997
Indutrade 5 -0.680000 1319.500000 -0.500000 -0.040000 1320.000000
Latour B 2 -0.840000 448.200000 -0.800000 -0.180000 449.000000
SCA A 4 0.820000 592.800000 -6.200000 -1.040000 599.000000
Volati 5 -1.050000 567.000000 -7.000000 -1.220000 574.000000
NCC A 6 -1.800000 589.200000 -9.800000 -1.640000 598.999998
Gaming Innovation Group 161 0.780000 4177.950000 -10.050000 -0.240000 4187.999942
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Investor B 3 -0.600000 644.850000 -13.150000 -2.000000 657.999999
Profoto Holding 7 -1.930000 568.400000 -13.600000 -2.340000 581.999999
BONESUPPORT HOLDING 10 0.000000 1210.000000 -14.000000 -1.140000 1224.000000
Sdiptech B 3 -2.110000 807.000000 -15.000000 -1.820000 822.000000
Nolato B 12 -2.410000 631.800000 -16.200000 -2.500000 648.000000
Lime Technologies 2 -4.800000 555.000000 -38.000000 -6.410000 593.000000
Ambea 68 0.720000 2483.360000 -53.640000 -2.110000 2537.000032
Creades A 7 -0.570000 545.650000 -65.350000 -10.700000 610.999998
Lundin Gold 7 -1.370000 904.400000 -69.600000 -7.150000 973.999999
Balco Group 39 -1.520000 1772.550000 -102.450000 -5.460000 1874.999997
Investor A 16 -0.780000 3438.400000 -106.600000 -3.010000 3545.000000
New Wave B 40 -0.120000 3755.600000 -160.400000 -4.100000 3916.000000
Wästbygg Gruppen B 80 -1.790000 2640.000000 -231.000000 -8.050000 2871.000000
Bactiguard Holding B 37 3.300000 2660.300000 -306.700000 -10.340000 2966.999993
TOTAL 48115.760000 -816.240000 -1.64442% 48931.999868

Updated:¶

'2023-06-14 16:38:58.414301'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶